Search Results - subject:"Linear regression"

Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations

Genton, Marc G.; Lucas, André - Tinbergen Instituut - 2000

both linear and non-linear regression settings. Insome cases, it leads to a different notion of breakdown than other … and non-linear regression as well as time-series and spatial statistics. …

Persistent link: https://www.econbiz.de/10011255743

Comprehensive definitions of breakdown-points for independent and dependent observations

Genton, Marc G.; Lucas, André - 2000

both linear and non-linear regression settings. Insome cases, it leads to a different notion of breakdown than other … and non-linear regression as well as time-series and spatial statistics. …

Persistent link: https://www.econbiz.de/10011303297

Sequential change point detection in linear quantile regression models

Zhou, Mi; Wang, Huixia Judy; Tang, Yanlin - In: Statistics & Probability Letters 100 (2015) C, pp. 98-103

We develop a method for sequential detection of structural changes in linear quantile regression models. We establish the asymptotic properties of the proposed test statistic, and demonstrate the advantages of the proposed method over existing tests through simulation.

Persistent link: https://www.econbiz.de/10011263152

SCAD-penalized regression for varying-coefficient models with autoregressive errors

Qiu, Jia; Li, Degao; You, Jinhong - In: Journal of Multivariate Analysis 137 (2015) C, pp. 100-118

Varying-coefficient models are useful extension of classical linear models. This paper is concerned with the statistical inference of varying-coefficient regression models with autoregressive errors. By combining the estimated residuals, the smoothly clipped absolute deviation (SCAD) penalty and...

Persistent link: https://www.econbiz.de/10011263463

Regression analysis for prediction of residential energy consumption

Fumo, Nelson; Rafe Biswas, M.A. - In: Renewable and Sustainable Energy Reviews 47 (2015) C, pp. 332-343

, the linear regression analysis has shown promising results because of the reasonable accuracy and relatively simple … implementation when compared to other methods. In this study, simple and multiple linear regression analysis along with a quadratic … to be a relevant factor defining the quality of the model. Multiple linear regression models using the outdoor …

Persistent link: https://www.econbiz.de/10011264061

Nonparametric estimation of fixed effects panel data varying coefficient models

Rodriguez-Poo, Juan M.; Soberón, Alexandra - In: Journal of Multivariate Analysis 133 (2015) C, pp. 95-122

estimator is based in a within (un-smoothed) transformation of the regression model and then a local linear regression is …

Persistent link: https://www.econbiz.de/10011116242

Solar radiation and relative humidity based, empirical method, to estimate hourly reference evapotranspiration

Chatzithomas, C.D.; Alexandris, S.G. - In: Agricultural Water Management 152 (2015) C, pp. 188-197

A new empirical method which estimates hourly reference evapotranspiration is proposed, that utilizes two meteorological variables, namely incoming solar radiation and relative humidity. It also utilizes a term that combines both variables. The inverse of the natural logarithm of relative...

Persistent link: https://www.econbiz.de/10011208826

Entrepreneurial activity and economic development: The shape of the relationship

Larin, Alexander; Tarunina, Elena - In: Applied Econometrics 37 (2015) 1, pp. 3-26

The paper investigates how entrepreneurial activity depends on economic development, measured by GDP per capita. The empirical analysis is based on GEM yearly data on 65 countries for the period from 2001 to 2011. We use nonparametric approach to show that variation in entrepreneurial activity...

Persistent link: https://www.econbiz.de/10011186451

Estimation of effects of transport accessibility on housing prices

Sidorovykh, Aleksandra - In: Applied Econometrics 37 (2015) 1, pp. 43-56

The paper analyzes the key determinants of real estate prices in Perm, with special attention to transport accessibility indicators. The issue of transport accessibility modeling is discussed. The valuation of price hedonic model revealed that housing prices in Perm are affected mostly by the...

Persistent link: https://www.econbiz.de/10011186463

Bayesian regression with nonparametric heteroskedasticity

Norets, Andriy - In: Journal of Econometrics 185 (2015) 2, pp. 409-419

This paper studies large sample properties of a semiparametric Bayesian approach to inference in a linear regression …

Persistent link: https://www.econbiz.de/10011190718